P2P questions and problems

I have the router and modem on my main Xp puter and a Airlink wireless adapter on my Win2000 Pro puter in the other room. Now I or at been told that it may be a little slower than the XP. But on my Win2000 I originally had NIS 2004 on it, and man did it ever slow it down. So I took it off, and just added a free AV -Avast4 and have had no problems. But this weekend someone sent me a disk with Kazaa lite and other programs on it and I have been using it ok. While I use Kazaa and the other program it does slow down my Internet Explorer surfing. Then when I turn the other program off, things speed back up. But ususally I have to close out of Internet explorer and come back in for the Internet surfing to be normal.

But yesterday evening after downloading some songs, I found one that was copyrighted and wouldnt play and one when I opened it (I forgot to scan this one) it opened several windows, which I closed. I ran my AV scan and showed I’m ok there. Then my Internet surfing has been slower.
Any help on why? What things do I need to watch for on P2P programs.

Also one downloaded as a WindowsMediaFile and I couldnt burn it on a cd. Can you change the format? I have Adaptec software.

This morning I remember that I used have NIS, so I used Regedit and found quite a few remnants of Symantec and got rid of them.

Now I have avast, Adaware6, Spybot and of course I have Roadrunner highspeed and they have their own AV, Firewall that i get thru them. Is this enough protection?

Any advice, thanks.